+223.9%
VT vs HUM
+148.1%
+75.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.4% | +4.2% | -3.7% | -0.3% |
| 30D | +1.0% | +10.4% | -9.4% | -0.8% |
| 3M | +2.4% | +15.1% | -12.7% | -0.4% |
| 6M | +12.0% | +120.9% | -108.9% | -3.7% |
| YTD | +15.3% | +57.9% | -42.6% | +4.6% |
| 1Y | +22.6% | +30.6% | -8.0% | +14.7% |
| 3Y | +74.7% | -9.6% | +84.3% | +73.1% |
| 5Y | +66.1% | +1.6% | +64.6% | +54.4% |
| All | +223.9% | +148.1% | +75.8% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling